Davis was assigned to Neutrality Patrol in the North Atlantic after World War II broke out in Europe 1 September 1939.

Continuing to serve in the Caribbean, after the United States entered the war, Davis also sailed on escort and patrol off Recife, Brazil, occasionally voyaging to the southern ports of the United States to pick up men and cargo, or to join convoys.

On 5 June she was underway from Milford Haven, Wales, to join a convoy en route to Baie de la Seine for the invasion of Normandy.

Davis arrived 7 June and five days later, while on patrol, repulsed a German E-boat (torpedo boat) attack.

Davis returned to convoy escort duty 26 December 1944 and until 21 June 1945 made four voyages between New York and English ports.